Make sauce by combining first 7 ingredients in a small bowl. Cover and refrigerate until needed.
Preheat the oven to 375 degrees F. Line a baking sheet with parchment paper. Cut the sheet of nori into 4 even strips. Set one of the strips on a work surface. Set a piece of the salmon, skin side down, at one end of the strip. Season the top of the salmon with pepper. Roll the salmon up in the nori. Set salmon, seamed-side down, on the baking sheet. Repeat with remaining strips of nori and salmon.
Brush the top of each piece of salmon with some of the oil. Baked 12 to 15 minutes, or until cooked through. Plate the salmon and serve with the ponzu sauce for spooning on top.
Note: Nori, which is often used to make sushi, is a sheet of roasted dried seaweed available in the Asian foods aisle. Tightly wrap the unused sheets to use at another time.